Anomaly Detection
From Data to Action: Accelerating Refinery Optimization with AI
Pfeifer, Dániel, Papp, Ábrahám, Bernáth, Tibor, Varga, Tamás Zoltán, Czifra, Márk, Szilágyi, Botond, Kovács, Edith Alice
Nowadays refinery optimization utilizes sheer amounts of data, which can be handled with modern Linear Programming (LP) software, but the interpreting and applying the results remains challenging. Large petrochemical companies use massive models, with hundreds of thousands of input matrix elements. The LP solution is mathematically correct, but simplifications are made in the model, and data supply errors may occur. Therefore, further insight is needed to trust the results. The LP solver does not have a memory, so additional understanding could be gained by analyzing historical data and comparing it to the current plan. As such, machine learning approaches were suggested to support decision making based on the LP solution. Among these, Anomaly Detection tools are proposed to be used in tandem with the LP output. A transformed version of the popular ECOD methodology is applied. New methods are proposed to handle high-dimensional data: choosing the most informative pairs. Then, this is used alongside two 2D Anomaly Detection algorithms, revealing several business opportunities and data supply errors in the MOL refinery scheduling and planning architecture.
Adaptive graph-based algorithms for conditional anomaly detection and semi-supervised learning
We develop graph-based methods for semi-supervised learning based on label propagation on a data similarity graph. When data is abundant or arrive in a stream, the problems of computation and data storage arise for any graph-based method. We propose a fast approximate online algorithm that solves for the harmonic solution on an approximate graph. We show, both empirically and theoretically, that good behavior can be achieved by collapsing nearby points into a set of local representative points that minimize distortion. Moreover, we regularize the harmonic solution to achieve better stability properties. We also present graph-based methods for detecting conditional anomalies and apply them to the identification of unusual clinical actions in hospitals. Our hypothesis is that patient-management actions that are unusual with respect to the past patients may be due to errors and that it is worthwhile to raise an alert if such a condition is encountered. Conditional anomaly detection extends standard unconditional anomaly framework but also faces new problems known as fringe and isolated points. We devise novel nonparametric graph-based methods to tackle these problems. Our methods rely on graph connectivity analysis and soft harmonic solution. Finally, we conduct an extensive human evaluation study of our conditional anomaly methods by 15 experts in critical care.
Unsupervised Anomaly Detection in The Presence of Missing Values
Anomaly detection methods typically require fully observed data for model training and inference and cannot handle incomplete data, while the missing data problem is pervasive in science and engineering, leading to challenges in many important applications such as abnormal user detection in recommendation systems and novel or anomalous cell detection in bioinformatics, where the missing rates can be higher than 30\% or even 80\%. In this work, first, we construct and evaluate a straightforward strategy, ''impute-then-detect'', via combining state-of-the-art imputation methods with unsupervised anomaly detection methods, where the training data are composed of normal samples only. We observe that such two-stage methods frequently yield imputation bias from normal data, namely, the imputation methods are inclined to make incomplete samples ''normal, where the fundamental reason is that the imputation models learned only on normal data and cannot generalize well to abnormal data in the inference stage. To address this challenge, we propose an end-to-end method that integrates data imputation with anomaly detection into a unified optimization problem. The proposed model learns to generate well-designed pseudo-abnormal samples to mitigate the imputation bias and ensure the discrimination ability of both the imputation and detection processes. Furthermore, we provide theoretical guarantees for the effectiveness of the proposed method, proving that the proposed method can correctly detect anomalies with high probability. Experimental results on datasets with manually constructed missing values and inherent missing values demonstrate that our proposed method effectively mitigates the imputation bias and surpasses the baseline methods significantly.
Unsupervised Anomaly Detection with Rejection
Anomaly detection goal is to detect unexpected behaviours in the data. Because anomaly detection is usually an unsupervised task, traditional anomaly detectors learn a decision boundary by employing heuristics based on intuitions, which are hard to verify in practice. This introduces some uncertainty, especially close to the decision boundary, which may reduce the user trust in the detector's predictions. A way to combat this is by allowing the detector to reject examples with high uncertainty (Learning to Reject). This requires employing a confidence metric that captures the distance to the decision boundary and setting a rejection threshold to reject low-confidence predictions. However, selecting a proper metric and setting the rejection threshold without labels are challenging tasks.
Extreme bandits
Carpentier, Alexandra, Valko, Michal
In many areas of medicine, security, and life sciences, we want to allocate limited resources to different sources in order to detect extreme values. In this paper, we study an efficient way to allocate these resources sequentially under limited feedback. While sequential design of experiments is well studied in bandit theory, the most commonly optimized property is the regret with respect to the maximum mean reward. However, in other problems such as network intrusion detection, we are interested in detecting the most extreme value output by the sources. Therefore, in our work we study extreme regret which measures the efficiency of an algorithm compared to the oracle policy selecting the source with the heaviest tail. We propose the EXTREMEHUNTER algorithm, provide its analysis, and evaluate it empirically on synthetic and real-world experiments.
MetaUAS: Universal Anomaly Segmentation with One-Prompt Meta-Learning
Zero-and few-shot visual anomaly segmentation relies on powerful vision-language models that detect unseen anomalies using manually designed textual prompts. However, visual representations are inherently independent of language. In this paper, we explore the potential of a pure visual foundation model as an alternative to widely used vision-language models for universal visual anomaly segmentation.We present a novel paradigm that unifies anomaly segmentation into change segmentation. This paradigm enables us to leverage large-scale synthetic image pairs, featuring object-level and local region changes, derived from existing image datasets, which are independent of target anomaly datasets. We propose a one-prompt Meta-learning framework for Universal Anomaly Segmentation (MetaUAS) that is trained on this synthetic dataset and then generalizes well to segment any novel or unseen visual anomalies in the real world. To handle geometrical variations between prompt and query images, we propose a soft feature alignment module that bridges paired-image change perception and single-image semantic segmentation. This is the first work to achieve universal anomaly segmentation using a pure vision model without relying on special anomaly detection datasets and pre-trained visual-language models. Our method effectively and efficiently segments any anomalies with only one normal image prompt and enjoys training-free without guidance from language. Our MetaUAS significantly outperforms previous zero-shot, few-shot, and even full-shot anomaly segmentation methods.
Drift doesn't Matter: Dynamic Decomposition with Diffusion Reconstruction for Unstable Multivariate Time Series Anomaly Detection
Many unsupervised methods have recently been proposed for multivariate time series anomaly detection. However, existing works mainly focus on stable data yet often omit the drift generated from non-stationary environments, which may lead to numerous false alarms. We propose Dynamic Decomposition with Diffusion Reconstruction (D3R), a novel anomaly detection network for real-world unstable data to fill the gap. D3R tackles the drift via decomposition and reconstruction. In the decomposition procedure, we utilize data-time mix-attention to dynamically decompose long-period multivariate time series, overcoming the limitation of the local sliding window.